+106.6%
EEM vs IOVA
-91.6%
+198.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.8% |
| 7D | +2.3% | +9.7% | -7.4% | +2.1% |
| 30D | +4.5% | +102.5% | -98.0% | +2.9% |
| 3M | -0.1% | +100.7% | -100.7% | -1.7% |
| 6M | +16.9% | +106.3% | -89.4% | +14.8% |
| YTD | +26.2% | +222.0% | -195.8% | +22.6% |
| 1Y | +40.5% | +299.5% | -259.0% | +35.7% |
| 3Y | +86.2% | +42.9% | +43.3% | +80.4% |
| 5Y | +45.5% | -65.0% | +110.4% | +42.4% |
| 10Y | +128.6% | +10.3% | +118.4% | +119.5% |
| All | +106.6% | -91.6% | +198.3% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling